+199.6%
ARM vs AEM
+296.8%
-97.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +9.1% | -6.8% | +16.0% | +11.7% |
| 30D | -19.9% | +0.8% | -20.8% | -20.5% |
| 3M | -31.6% | -0.8% | -30.8% | -31.9% |
| 6M | -13.9% | -8.5% | -5.4% | -12.9% |
| YTD | +74.3% | +5.9% | +68.4% | +68.6% |
| 1Y | +35.8% | +6.6% | +29.2% | +30.8% |
| 3Y | +268.6% | +302.2% | -33.6% | +149.9% |
| All | +199.6% | +296.8% | -97.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling